+44.6%
DXCM vs USFD
+49.6%
-5.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +8.5% | -1.8% | +5.7% |
| 7D | +12.5% | +7.8% | +4.7% | +11.7% |
| 30D | +1.8% | +16.2% | -14.4% | +0.8% |
| 3M | +1.8% | +11.0% | -9.2% | +1.1% |
| 6M | +47.4% | +20.7% | +26.6% | +47.1% |
| YTD | +33.3% | +46.0% | -12.6% | +27.8% |
| 1Y | +44.6% | +49.8% | -5.2% | +38.0% |
| All | +44.6% | +49.6% | -5.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling